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Preston,
That's exactly what I'm doing right now,
1) dividing ALL the actual traded puts (volume) by ALL the actual
traded calls (volume).
2) dividing the Rupee value of the puts by the Rupee value of the calls.
I was also given to understand that a 21 period simple moving average
would help in not only smoothing the spikes (espec during the expiry
week), but also make the "indicator" more precise in identifying the
sentiment turning points.
A little more light on the subject would help.
Thanks a ton.
Dusant
--- In Metastockusers@xxxx, "Preston Umrysh" <pumrysh@xxxx> wrote:
> Cool,
>
> From Sep.'02 Futures magazine.
>
> To calculate the put/call ratio you would divide the number of index
> puts by the number of index options. Also consider the the Ansbacher
> index which divides the price of out of the money calls by similar
> out of the money puts. Technically a value of 1.00 would be neutral
> but in practice it is 0.70 to 0.90 since puts have a higher built in
> price bias.
>
> P
>
>
> --- In Metastockusers@xxxx, "Dusant" <cooldush@xxxx> wrote:
> > I have MS ver 6.52. I also have the entire options data for the
> Indian Stock exchange from May onwards.
> > Could anyone please assist me in constructing a Put Call Ratio?
> > Which puts / calls should be avoided in this ratio?
> > Any help will be greatly appreciated.
> > Thank you
> > Dusant
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